Core-shell SiCw@C heterostructures with thickness-dependent electromagnetic (EM) wave absorption between the whole X-band and Ku-band were successfully prepared by combining a hydrothermal and carbonization process and using glucose as carbon precursor. The thickness of the carbon shell could be modulated from 10 to 100 nm just by adjusting the concentration of glucose. Pristine SiCw have poor EM adsorption capacity whose minimum reflection loss (RLmin) is just -3.67 dB, and a substantial enhancement of EM absorption performance is achieved after the SiCw are coated with carbon shells. The value of RLmin is decreased to -5.3 dB for SiCw coated with about 10 nm carbon shell, to -61.2 dB for SiCw coated with about 70 nm carbon shell and to -59.4 dB for SiCw coated with about 100 nm carbon shell. SiCw@C heterostructures coated with about 70 or 100 nm carbon shell could cover the whole X-band and Ku-band just by adjusting the sample thickness. As for SiCw coated with about 70 nm carbon shell, its effective absorption bandwidth (EAB) is 6.3 GHz (8.2-14.5 GHz) and covers the whole X-band with a wide thickness range of 3.6-4.16 mm, and it covers the entire Ku-band within 2.68-2.76mm thickness. Similarly, the EAB value for SiCw@C heterostructures with about 100 nm carbon shell could be up to 7.3 GHz (10.7-18.0 GHz) and cover the whole Ku-band with a wide thickness range of 2.39-2.70 mm, and the sample could cover the entire X-band within 3.34-3.57mm thickness. Core-shell SiCw@C heterostructures are promising candidates as EM wave absorbing materials and could achieve tunability of effective absorption of EM waves between the whole X-band and Ku-band just by tailoring their thickness.